volatility term structure的意思|示意
波动率期限结构
volatility term structure的网络常见释义
波动率期限结构 波动率期限结构（volatility term structure）：平价期权的波动率与期权 到期期限之间的关系——当短期波动率非常低时，波动率函数是距离到期期限 时间的增函数；当短期波动率...
volatility term structure相关例句
The empirical results show the connexion between the change of Volatility Term Structure in Securities Market and…
本文的实证结果表明证券市场波动率变化与当期金融现象密切相关。
The empirical results show the connexion between the change of Volatility Term Structure in Securities Market and the financial phenomenon.
本文的实证结果表明证券市场波动率变化与当期金融现象密切相关。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。